Why, yes, you can watch "Doctor Who" episodes in your favorite Media Player while the accompanying commentaries play in iTunes, how brilliant of you to ask! You can even sync them both up, timewise. Turn down the volume in the Media Player to hear the commentaries better.

Although, oddly, the Doctor Who Series Three commentaries that I was able to get while the series was running on the BBC are now "not available at the U.S. (iTunes) store" but you can just get them from the BBC web site directly (click link above).